Saturday 13 February 2016

Wavelet Coherence using R



Here you can view instructions for Wavelet Coherence (CWT-based) using R:

Here is the zip file with the manual, dataset and RMarkdown document:
Download

You can refer to this article for the details on the dataset and methodology:

Nagayev, R., Disli, M., Inghelbrecht, K., & Ng, A. (2016). 
On the dynamic links between commodities and Islamic equity. 
Energy Economics58, 125-140.


All the best!

Best regards,
Ibn Abdullah